The study of immunology has led to breakthroughs in treating non-small cell lung cancer (NSCLC). The recent approval of an anti-PD1 checkpoint drug for NSCLC has generated much interest in novel combination therapies that might provide further benefit for patients. However, a better understanding of which combinations may (or may not) work in NSCLC requires understanding the lung immune microenvironment under homeostatic conditions and the changes in that microenvironment in the setting of cancer progression and with radiotherapy. This review provides background information on immune cells found in the lung and the prognostic significance of these cell types in lung cancer. It also addresses current clinical directions for the combination of checkpoint inhibitors with radiation for NSCLC.